Weird A to Z, non delivery, Amzn tell me to send return label

I’ve not seen this before, shipped an item to France and the customer is claiming non-delivery (no contact from customer, just directly to A to Z).
Courier couldn’t deliver to the customer so dropped off at a local post office and say that their information is that the package has already been collected by the customer (proof of delivery sent)
I responded to the claim explaining the above and now Amazon have responded with the following (translated from french):

Dear Customer,

Vendors on the Amazon Marketplace must offer one of the following options to buyers:

• Provide a return address to buyers in France
• Provide a prepaid return label
• Make a refund without asking the buyer to return the ordered items

If you wish to receive the item before making a refund, you must contact us within 3 calendar days. Please send us a national return address or a prepaid return label to garantie-amzpayments@amazon.fr and copy the buyer to this email address xxxx@marketplace.amazon.fr.

If you do not respond within 3 calendar days with this information, we may charge the claim to your account.

To learn more about this policy, visit https://sellercentral-europe.amazon.com/gp/help/201468550.

• Order number:
• Amount of the claim:

Regards,

Any thoughts on why they’re asking me to do this?